Forecasting financial indicators by generalized behavioral learning method

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dc.authorid0000-0003-0710-0867en_US
dc.authorid0000-0001-7789-6376en_US
dc.contributor.authorErtuğrul, Ömer Faruk
dc.contributor.authorTağluk, Mehmet Emin
dc.date.accessioned2019-07-04T13:02:32Z
dc.date.available2019-07-04T13:02:32Z
dc.date.issued2017-08-09en_US
dc.departmentBatman Üniversitesi Mühendislik - Mimarlık Fakültesi Elektrik-Elektronik Mühendisliği Bölümüen_US
dc.description.abstractForecasting financial indicators (indexes/prices) is a complex and a quite difficult issue because they depend on many factors such as political events, financial ratios, and economic variables. Also, the psychological facts or decision-making styles of investors or experts are other major reasons for this difficulty. In this study, a generalized behavioral learning method (GBLM) was employed to forecast financial indicators, which are the indexes/prices of 34 different financial indicators (24 stock indexes, 2 forexes, 3 financial futures, and 5 commodities). The achieved results were compared with the reported results in the literature and the obtained results by artificial neural network, which is widely used and suggested for forecasting financial indicators. These results showed that GBLM can be successfully employed in short-term forecasting financial indicators by detecting hidden market behavior (pattern) from their previous values. Also, the results showed that GBLM has the ability to track the fluctuation and the main trend.en_US
dc.identifier.citationErtuğrul, Ö F., Tağluk, M. E. (2017). Forecasting financial indicators by generalized behavioral learning method. Soft Computing, 22(24), pp. 8259-8272. https://doi.org/10.1007/s00500-017-2768-3en_US
dc.identifier.endpage8272en_US
dc.identifier.issn1432-7643
dc.identifier.issn1433-7479
dc.identifier.issue24en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage8259en_US
dc.identifier.urihttps://doi.org/10.1007/s00500-017-2768-3
dc.identifier.urihttps://hdl.handle.net/20.500.12402/2177
dc.identifier.volume22en_US
dc.identifier.wosqualityQ2en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.language.isoenen_US
dc.publisherSpringer Natureen_US
dc.relation.isversionof10.1007/s00500-017-2768-3en_US
dc.relation.journalSoft Computingen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.rightsAttribution-NonCommercial-ShareAlike 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/us/*
dc.subjectExtreme Learning Machineen_US
dc.subjectForecasting Financial Indicatorsen_US
dc.subjectGeneralized Behavioral Learning Methoden_US
dc.subjectHidden Market Behavioren_US
dc.titleForecasting financial indicators by generalized behavioral learning methoden_US
dc.typeArticleen_US

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